| explink {VGAM} | R Documentation |
Computes the exponential transformation, including its inverse and the first two derivatives.
explink(theta, earg = list(), inverse = FALSE, deriv = 0, short = TRUE, tag = FALSE)
theta |
Numeric or character. See below for further details. |
earg |
Optional list.
See |
inverse |
Logical. If |
deriv |
Order of the derivative. Integer with value 0, 1 or 2. |
short |
Used for labelling the |
tag |
Used for labelling the linear/additive predictor in the
|
The exponential link function is potentially suitable for parameters that
are positive.
Numerical values of theta close to negative or positive infinity
may result in
0, Inf, -Inf, NA or NaN.
The arguments short and tag are used only if
theta is character.
For explink with deriv = 0, the exponential of theta, i.e.,
exp(theta) when inverse = FALSE.
And if inverse = TRUE then
log(theta);
if theta is not positive then it will return NaN.
For deriv = 1, then the function returns
d theta / d eta as a function of theta
if inverse = FALSE,
else if inverse = TRUE then it returns the reciprocal.
Here, all logarithms are natural logarithms, i.e., to base e.
This function has particular use for computing quasi-variances when
used with rcam and normal1.
Numerical instability may occur when theta is
close to negative or positive infinity.
One way of overcoming this (one day) is to use earg.
Thomas W. Yee
Links,
loge,
rcam,
Qvar,
normal1.
theta = rnorm(30) explink(theta) max(abs(explink(explink(theta), inverse = TRUE) - theta)) # Should be 0